![](/img/cover-not-exists.png)
The Fixed Volatility Bootstrap for a Class of Arch( q ) Models
Cavaliere, Giuseppe, Pedersen, Rasmus Søndergaard, Rahbek, AndersLanguage:
english
Journal:
Journal of Time Series Analysis
DOI:
10.1111/jtsa.12421
Date:
August, 2018
File:
PDF, 223 KB
english, 2018